+93.7%
MA vs PDD
-3.5%
+97.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.7% |
| 7D | +3.2% | +5.9% | -2.7% | +2.7% |
| 30D | +15.9% | +7.1% | +8.9% | +15.2% |
| 3M | +15.2% | -7.7% | +22.8% | +15.9% |
| 6M | +32.4% | -13.2% | +45.6% | +33.6% |
| YTD | +15.6% | -26.0% | +41.6% | +18.3% |
| 1Y | +19.3% | -38.4% | +57.7% | +24.0% |
| 3Y | +73.0% | -21.1% | +94.1% | +71.5% |
| 5Y | +93.7% | +0.3% | +93.4% | +94.4% |
| All | +93.7% | -3.5% | +97.2% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling